基于地震损失估计概率模型的地震保险费及费率厘定
|
摘要
地震灾害给我国各类建筑物造成了十分严重的破坏,产生了巨额损失。以往我国地震灾害的补偿资金多由政府提供,覆盖面小且效率不高,因此研究如何合理厘定地震保险费和费率可以为我国尽早推进地震保险提供理论基础,极具现实意义。本文在充分研究各个成熟地震损失估计概率模型的基础上,提出了地震纯保费、经济保费、技术保费、毛保费和相应费率的计算方法。同时,考虑免赔额和赔偿限额、再保险和巨灾债券、资金的时间价值和保单理赔数据的反馈等影响因素,对保费和费率进行合理的调整。其中结合具体算例对免赔额和赔偿限额、资金时间价值的影响进行了定量分析,得出免赔额越大、赔偿限额越小、反映资金时间价值的贴现率越大时对保费和费率的影响越大。
Earthquakes caused serious damage and huge losses to our country's structures. In the relief and reconstruction of previous earthquake disasters,the compensation funds were mainly provided by the government,which were not so effective. Thus,pricing earthquake premium and premium rate reasonably is of great practical significance and can provide sound theoretical support of advancing earthquake insurance in our country. A reasonable way of pricing premium and premium rate is proposed on the basis of fully studying the outcomes of several sophisticated probabilistic models of earthquake loss estimation. Effect factors such as deductibles and indemnity limits and reinsurance and catastrophe bonds,and time value of capital and feedback data of insurance policies are considered to adjust the premium and premium rate. Meanwhile,quantitative analysis of deductibles and indemnity limits,time value of capital is conducted with a real example. It is concluded that the impact becomes greater when the deductible and the discount rate are larger,and the indemnity limit is smaller.
Earthquakes caused serious damage and huge losses to our country's structures. In the relief and reconstruction of previous earthquake disasters,the compensation funds were mainly provided by the government,which were not so effective. Thus,pricing earthquake premium and premium rate reasonably is of great practical significance and can provide sound theoretical support of advancing earthquake insurance in our country. A reasonable way of pricing premium and premium rate is proposed on the basis of fully studying the outcomes of several sophisticated probabilistic models of earthquake loss estimation. Effect factors such as deductibles and indemnity limits and reinsurance and catastrophe bonds,and time value of capital and feedback data of insurance policies are considered to adjust the premium and premium rate. Meanwhile,quantitative analysis of deductibles and indemnity limits,time value of capital is conducted with a real example. It is concluded that the impact becomes greater when the deductible and the discount rate are larger,and the indemnity limit is smaller.
引文
[1]Dong W,Shah H,Wong F.A rational approach to pricing of catastrophe insurance[J].Journal of Risk and Uncertainty,1996,12(2-3):201-218.
[2]Nordenson G,Deodatis G,Tantala M,et al.Earthquake loss estimation for the New York City area[J].NYCEM first year technical report,2000.
[3]Tantala M W,Nordenson G J P,Deodatis G,et al.Earthquake loss estimation for the New York City metropolitan region[J].Soil Dynamics and Earthquake Engineering,2008,28(10):812-835.
[4]Smolka A.Natural disasters and the challenge of extreme events:risk management from an insurance perspective[J].Philosophical Transactions of the Royal Society A:Mathematical,Physical and Engineering Sciences,2006,364(1845):2147-2165.
[5]Risk Management Solutions,Inc.Catastrophe Modeling And California Earthquake Risk:A 20-Year Perspective[EB/OL].(2009).https://support.rms.com/publications/Loma Prieta_20Years.pdf.
[6]The CIMNE(Centro Internacional de Métodos Numéricos en Ingeniería),EAI,INGENIAR and ITEC.Probabilistic Modeling of Natural Risks at the Global Level:Global Risk Model[EB/OL].(2013-03).http://www.preventionweb.net/english/hyogo/gar/2013/en/home/documents.html.
[7]陈保华,叶民权.地震保险费率厘定和保险理赔设计的研究[J].地震科技情报,1998(4):1-7.CHEN Baohua,YE Minquan.Research on earthquake insurance rate pricing and insurance claims designing[J].Earthquake Science and Technology Information,1998(4):1-7.(in Chinese)
[8]巫孟还,邹其嘉.震灾保险的一种实用技术途径及其实施保障[J].自然灾害学报,1992,1(3):4-4.WU Menghuan,ZOU Jijia.A practical technical way and enforcement guarantee in earthquake disaster insurance[J].Journal of Natural Disasters,1992,1(3):4-4.(in Chinese)
[9]陈英方,陈长林.地震保险[M].北京:地震出版社,1996.CHEN Yingfang,CHEN Changlin.Earthquake insurance[M].Beijing:Seismological Press,1996.(in Chinese)
[10]邬亲敏,冯启民,莫善军.建筑物地震损失风险与保险费用的确定方法[J].地震工程与工程振动,2004,24(1):180-185.WU Qinmin,FENG Qimin,MO Shanjun.Calculation methods for earthquake loss risk and insurance premium of buildings[J].Earthquake Engineering and Engineering Vibration,2004,24(1):180-185.(in Chinese)
[11]陶正如,陶夏新.基于工程地震风险评估的地震保险费率厘定[J].自然灾害学报,2004,13(2):112-118.TAO Zhengru,TAO Xiaxin.Determination of earthquake premium rate based on engineering seismic risk assessment[J].Journal of Natural Disaster,2004,13(2):112-118.(in Chinese)
[12]马玉宏,赵桂峰,谢礼立,等.基于地震危险性特征分区的建筑物地震保险费率[J].四川建筑科学研究,2009,35(6):197-200.MA Yuhong,ZHAO Guifeng,XIE Lili,et al.Earthquake insurance premium rate of buildings based on seismic hazard characteristic zone[J].Sichuan Building Science,2009,35(6):197-200.(in Chinese)
[13]Risk Management Solutions,Inc.A Guide to Catastrophe Modelling[EB/OL].(2008).https://support.rms.com/publications/RMS%20Guide%202008.pdf.
[14]Tsai C H,Chen C W.An earthquake disaster management mechanism based on risk assessment information for the tourism industry-a case study from the island of Taiwan[J].Tourism Management,2010,31(4):470-481.
[15]Dong W.Engineering models for catastrophe risk and their application to insurance[J].Earthquake Engineering and Engineering Vibration,2002,1(1):145-151.
[16]滕帆,方倩.保险精算基础[M].北京:清华大学出版社;北京交通大学出版社,2010.TENG Fan,FANG Qian.Foundation of actuarial science[M].Beijing:Tsinghua University Press;Beijing Jiaotong University Press,2010.9.(in Chinese)
[17]张洪涛,郑成功.保险学[M].北京:中国人民大学出版社,2008.ZHANG Hongtao,ZHENG Chenggong.Insurance[M].Beijing:China Renmin University Press,2008.(in Chinese)
[18]Canabarro E,Finkemeier M,Anderson R R,et al.Analyzing insurance-linked securities[J].Journal of Risk Finance,2000,1(2):49-75.
[19]郑伟.地震保险:国际经验与中国思路[J].保险研究,2008,6:9-14.ZHENG Wei.Earthquake insurance:international experience and China solution[J].Insurance Studies,2008,6:9-14.(in Chinese)
[20]Pita G,Pinelli J P,Mitrani-Reiser J,et al.Analysis of hurricane andrew insurance claim data for residential buildings[J].Bridges,2014,10:9780784412626.091.
[2]Nordenson G,Deodatis G,Tantala M,et al.Earthquake loss estimation for the New York City area[J].NYCEM first year technical report,2000.
[3]Tantala M W,Nordenson G J P,Deodatis G,et al.Earthquake loss estimation for the New York City metropolitan region[J].Soil Dynamics and Earthquake Engineering,2008,28(10):812-835.
[4]Smolka A.Natural disasters and the challenge of extreme events:risk management from an insurance perspective[J].Philosophical Transactions of the Royal Society A:Mathematical,Physical and Engineering Sciences,2006,364(1845):2147-2165.
[5]Risk Management Solutions,Inc.Catastrophe Modeling And California Earthquake Risk:A 20-Year Perspective[EB/OL].(2009).https://support.rms.com/publications/Loma Prieta_20Years.pdf.
[6]The CIMNE(Centro Internacional de Métodos Numéricos en Ingeniería),EAI,INGENIAR and ITEC.Probabilistic Modeling of Natural Risks at the Global Level:Global Risk Model[EB/OL].(2013-03).http://www.preventionweb.net/english/hyogo/gar/2013/en/home/documents.html.
[7]陈保华,叶民权.地震保险费率厘定和保险理赔设计的研究[J].地震科技情报,1998(4):1-7.CHEN Baohua,YE Minquan.Research on earthquake insurance rate pricing and insurance claims designing[J].Earthquake Science and Technology Information,1998(4):1-7.(in Chinese)
[8]巫孟还,邹其嘉.震灾保险的一种实用技术途径及其实施保障[J].自然灾害学报,1992,1(3):4-4.WU Menghuan,ZOU Jijia.A practical technical way and enforcement guarantee in earthquake disaster insurance[J].Journal of Natural Disasters,1992,1(3):4-4.(in Chinese)
[9]陈英方,陈长林.地震保险[M].北京:地震出版社,1996.CHEN Yingfang,CHEN Changlin.Earthquake insurance[M].Beijing:Seismological Press,1996.(in Chinese)
[10]邬亲敏,冯启民,莫善军.建筑物地震损失风险与保险费用的确定方法[J].地震工程与工程振动,2004,24(1):180-185.WU Qinmin,FENG Qimin,MO Shanjun.Calculation methods for earthquake loss risk and insurance premium of buildings[J].Earthquake Engineering and Engineering Vibration,2004,24(1):180-185.(in Chinese)
[11]陶正如,陶夏新.基于工程地震风险评估的地震保险费率厘定[J].自然灾害学报,2004,13(2):112-118.TAO Zhengru,TAO Xiaxin.Determination of earthquake premium rate based on engineering seismic risk assessment[J].Journal of Natural Disaster,2004,13(2):112-118.(in Chinese)
[12]马玉宏,赵桂峰,谢礼立,等.基于地震危险性特征分区的建筑物地震保险费率[J].四川建筑科学研究,2009,35(6):197-200.MA Yuhong,ZHAO Guifeng,XIE Lili,et al.Earthquake insurance premium rate of buildings based on seismic hazard characteristic zone[J].Sichuan Building Science,2009,35(6):197-200.(in Chinese)
[13]Risk Management Solutions,Inc.A Guide to Catastrophe Modelling[EB/OL].(2008).https://support.rms.com/publications/RMS%20Guide%202008.pdf.
[14]Tsai C H,Chen C W.An earthquake disaster management mechanism based on risk assessment information for the tourism industry-a case study from the island of Taiwan[J].Tourism Management,2010,31(4):470-481.
[15]Dong W.Engineering models for catastrophe risk and their application to insurance[J].Earthquake Engineering and Engineering Vibration,2002,1(1):145-151.
[16]滕帆,方倩.保险精算基础[M].北京:清华大学出版社;北京交通大学出版社,2010.TENG Fan,FANG Qian.Foundation of actuarial science[M].Beijing:Tsinghua University Press;Beijing Jiaotong University Press,2010.9.(in Chinese)
[17]张洪涛,郑成功.保险学[M].北京:中国人民大学出版社,2008.ZHANG Hongtao,ZHENG Chenggong.Insurance[M].Beijing:China Renmin University Press,2008.(in Chinese)
[18]Canabarro E,Finkemeier M,Anderson R R,et al.Analyzing insurance-linked securities[J].Journal of Risk Finance,2000,1(2):49-75.
[19]郑伟.地震保险:国际经验与中国思路[J].保险研究,2008,6:9-14.ZHENG Wei.Earthquake insurance:international experience and China solution[J].Insurance Studies,2008,6:9-14.(in Chinese)
[20]Pita G,Pinelli J P,Mitrani-Reiser J,et al.Analysis of hurricane andrew insurance claim data for residential buildings[J].Bridges,2014,10:9780784412626.091.
版权所有：© 2023 中国地质图书馆 中国地质调查局地学文献中心